Modeling and forecasting listed tourism firms' risk in China using a trend asymmetric GARCH-MIDAS model
Peng Yang, Haiyan Song, Long Wen, Han Liu
| Year of publication: |
2024
|
|---|---|
| Authors: | Yang, Peng ; Song, Haiyan ; Wen, Long ; Liu, Han |
| Subject: | uncertainty shock | COVID-19 | trend asymmetric GARCH-MIDAS model | volatility forecasting | China | Prognoseverfahren | Forecasting model | Volatilität | Volatility | ARCH-Modell | ARCH model | Coronavirus | Zeitreihenanalyse | Time series analysis | Tourismus | Tourism | Risiko | Risk | Prognose | Forecast | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/13548166231207671 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015143879